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Fast accurate binomial pricing
Rogers, Leonard C. G. - In: Finance and stochastics 2 (1998) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10001230164
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Numerical methods in finance
Rogers, Leonard C. G. (contributor);  … - 2008 - Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
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Monte Carlo valuation of American options
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 12 (2002) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001686397
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The potential approach to the term structure of interest rates and foreign exchange rates
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10001220276
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Sense, nonsense and the S&P500
Rogers, Leonard C. G. - In: Decisions in economics and finance : DEF ; a journal of … 41 (2018) 2, pp. 447-461
Persistent link: https://www.econbiz.de/10011997958
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Modeling liquidity effects in discrete time
Çetin, Umut; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
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Fast, accurate and inelegant valuation of American options
Joubert, Adriaan; Rogers, Leonard C. G. - In: Numerical methods in finance, (pp. 88-92). 2008
Persistent link: https://www.econbiz.de/10003723918
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The squared Ornstein-Uhlenbeck market
Aquilina, J.; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
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Valuing moving barrier options
Rogers, Leonard C. G.; Zane, O. - In: The journal of computational finance 1 (1997) 1, pp. 5-11
Persistent link: https://www.econbiz.de/10001632717
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Complete models with stochastic volatility
Hobson, David G. - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001240799